I agree with the layered defence approach and try to comply with this to the level of my understanding. However, I also believe that Windows systems, in particular, are so loaded up with "security" measures as to make them considerably more bloated and slow than Linux systems. I don't want to drag my machines down to the level of Windows!
Slightly off-topic but still relevant IMHO, I know that enabling UPnP in a router is regarded as a security hole but how important is UPnP to internet services? i.e. What kinds of internet connectivity will be degraded by disabling UPnP? I am thinking of things like torrents and SIP communications etc.